American skier Lindsey Vonn posted a workout video Thursday from Milan showcasing her training ahead of her first Olympics event despite suffering a ruptured ACL last week.

The weather kept Lindsey Vonn waiting, but the U.S. ski great completed her first downhill training run at the Milano Cortina Olympics on Friday without her knee causing any obvious difficulty.

An Olympic sport that sleighs? That’s luge—French for sled—in which athletes lie on their backs on a small sled, feet outstretched, and race down an ice track at about 100 mph without mechanical break...